| Trading Metrics calculated at close of trading on 27-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2018 |
27-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
2,751.50 |
2,783.50 |
32.00 |
1.2% |
2,734.50 |
| High |
2,786.00 |
2,789.75 |
3.75 |
0.1% |
2,750.25 |
| Low |
2,742.50 |
2,742.00 |
-0.50 |
0.0% |
2,682.00 |
| Close |
2,784.50 |
2,747.50 |
-37.00 |
-1.3% |
2,748.75 |
| Range |
43.50 |
47.75 |
4.25 |
9.8% |
68.25 |
| ATR |
51.58 |
51.30 |
-0.27 |
-0.5% |
0.00 |
| Volume |
1,256,268 |
1,717,155 |
460,887 |
36.7% |
6,022,088 |
|
| Daily Pivots for day following 27-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,903.00 |
2,873.00 |
2,773.75 |
|
| R3 |
2,855.25 |
2,825.25 |
2,760.75 |
|
| R2 |
2,807.50 |
2,807.50 |
2,756.25 |
|
| R1 |
2,777.50 |
2,777.50 |
2,752.00 |
2,768.50 |
| PP |
2,759.75 |
2,759.75 |
2,759.75 |
2,755.25 |
| S1 |
2,729.75 |
2,729.75 |
2,743.00 |
2,721.00 |
| S2 |
2,712.00 |
2,712.00 |
2,738.75 |
|
| S3 |
2,664.25 |
2,682.00 |
2,734.25 |
|
| S4 |
2,616.50 |
2,634.25 |
2,721.25 |
|
|
| Weekly Pivots for week ending 23-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,931.75 |
2,908.50 |
2,786.25 |
|
| R3 |
2,863.50 |
2,840.25 |
2,767.50 |
|
| R2 |
2,795.25 |
2,795.25 |
2,761.25 |
|
| R1 |
2,772.00 |
2,772.00 |
2,755.00 |
2,783.50 |
| PP |
2,727.00 |
2,727.00 |
2,727.00 |
2,732.75 |
| S1 |
2,703.75 |
2,703.75 |
2,742.50 |
2,715.50 |
| S2 |
2,658.75 |
2,658.75 |
2,736.25 |
|
| S3 |
2,590.50 |
2,635.50 |
2,730.00 |
|
| S4 |
2,522.25 |
2,567.25 |
2,711.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,789.75 |
2,682.00 |
107.75 |
3.9% |
47.00 |
1.7% |
61% |
True |
False |
1,509,601 |
| 10 |
2,789.75 |
2,627.00 |
162.75 |
5.9% |
46.50 |
1.7% |
74% |
True |
False |
1,595,109 |
| 20 |
2,858.00 |
2,529.00 |
329.00 |
12.0% |
65.50 |
2.4% |
66% |
False |
False |
2,230,742 |
| 40 |
2,878.50 |
2,529.00 |
349.50 |
12.7% |
44.75 |
1.6% |
63% |
False |
False |
1,763,847 |
| 60 |
2,878.50 |
2,529.00 |
349.50 |
12.7% |
36.00 |
1.3% |
63% |
False |
False |
1,450,829 |
| 80 |
2,878.50 |
2,529.00 |
349.50 |
12.7% |
31.00 |
1.1% |
63% |
False |
False |
1,090,951 |
| 100 |
2,878.50 |
2,529.00 |
349.50 |
12.7% |
27.00 |
1.0% |
63% |
False |
False |
873,664 |
| 120 |
2,878.50 |
2,454.00 |
424.50 |
15.5% |
24.25 |
0.9% |
69% |
False |
False |
728,269 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,992.75 |
|
2.618 |
2,914.75 |
|
1.618 |
2,867.00 |
|
1.000 |
2,837.50 |
|
0.618 |
2,819.25 |
|
HIGH |
2,789.75 |
|
0.618 |
2,771.50 |
|
0.500 |
2,766.00 |
|
0.382 |
2,760.25 |
|
LOW |
2,742.00 |
|
0.618 |
2,712.50 |
|
1.000 |
2,694.25 |
|
1.618 |
2,664.75 |
|
2.618 |
2,617.00 |
|
4.250 |
2,539.00 |
|
|
| Fisher Pivots for day following 27-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,766.00 |
2,750.00 |
| PP |
2,759.75 |
2,749.00 |
| S1 |
2,753.50 |
2,748.25 |
|